+147.0%
NOK vs UTHR
+166.1%
-19.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | +5.4% | +5.2% | +0.2% | +5.1% |
| 30D | -14.1% | +9.5% | -23.6% | -14.4% |
| 3M | -23.6% | +17.9% | -41.5% | -24.0% |
| 6M | -45.1% | +2.0% | -47.1% | -45.1% |
| YTD | +24.7% | +21.3% | +3.4% | +23.7% |
| 1Y | +19.0% | +27.9% | -8.8% | +17.8% |
| 3Y | +147.0% | +162.3% | -15.3% | +109.1% |
| All | +147.0% | +166.1% | -19.1% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling